Joris M. Mooij

Causal Graphs, Markov Properties and Do-calculus for Stochastic Differential Equations

Philip Boeken, Joris M. Mooij

Stochastic differential equations (SDEs) are widely used to model continuous-time dynamical systems, but graphical causal models for them are not yet well-understood. We consider systems of causal SDEs that are equipped with an explicit causal semantics. We pose solvability condi…Read more